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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,973 CHF | 249,973 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,854 CHF | 249,854 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,119 CHF | 250,119 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 50,000 | 250,000 | 97,030 | 247,947 CHF | 97,039 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,250 CHF | 250,250 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,928 CHF | 249,928 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,100 CHF | 250,100 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,498 CHF | 250,498 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 220,000 | 250,000 | 243,735 | 248,164 CHF | 243,898 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,124 CHF | 250,124 CHF | 100.00% | 100.00% |
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